RBS 2012 Annual Report Download - page 211

RBS GROUP 2012
209
Debt securities
IFRS measurement classification and issuer
The table below analyses debt securities by issuer and IFRS measurement classifications. US central and local government includes US federal
agencies; financial institutions includes US government sponsored agencies and securitisation entities.
Central and local government
UK US Other Banks
Other financial
institutions Corporate Total
Of which
ABS (1)
2012 £m £m £m £m £m £m £m £m
Held-for-trading (HFT) 7,692 17,349 27,195 2,243 21,876 2,015 78,370 18,619
Designated as at fair value — — 123 86 610 54 873 516
Available-for-sale 9,774 19,046 16,155 8,861 23,890 3,167 80,893 30,743
Loans and receivables 5 — — 365 3,728 390 4,488 3,707
Long positions 17,471 36,395 43,473 11,555 50,104 5,626 164,624 53,585
Of which US agencies — 5,380 — — 21,566 — 26,946 24,828
Short positions (HFT) (1,538) (10,658) (11,355) (1,036) (1,595) (798) (26,980) (17)
Available-for-sale
Gross unrealised gains 1,007 1,092 1,187 110 660 120 4,176 764
Gross unrealised losses — (1)(14) (509) (1,319) (4) (1,847) (1,817)
2011
Held-for-trading 9,004 19,636 36,928 3,400 23,160 2,948 95,076 20,816
Designated as at fair value 1 — 127 53 457 9 647 558
Available-for-sale 13,436 20,848 25,552 13,175 31,752 2,535 107,298 40,735
Loans and receivables 10 — 1 312 5,259 477 6,059 5,200
Long positions 22,451 40,484 62,608 16,940 60,628 5,969 209,080 67,309
Of which US agencies — 4,896 — — 25,924 — 30,820 28,558
Short positions (HFT) (3,098) (10,661)(19,136) (2,556) (2,854) (754) (39,059) (352)
Available-for-sale
Gross unrealised gains 1,428 1,311 1,180 52
913 94 4,978 1,001
Gross unrealised losses — — (171)(838) (2,386) (13) (3,408) (3,158)
2010
Held-for-trading 5,097 15,648 42,828 5,486 23,711 6,099 98,869 21,988
Designated as at fair value 1 117 262 4 8 10 402 119
Available-for-sale 8,377 22,244 32,865 16,982 29,148 1,514 111,130 42,515
Loans and receivables 11 — — 1 6,686 381 7,079 6,203
Long positions 13,486
38,009 75,955 22,473 59,553 8,004 217,480 70,825
Of which US agencies — 6,811 — — 21,686 — 28,497 25,375
Short positions (HFT) (4,200) (10,943) (18,913) (1,844) (3,356) (1,761) (41,017) (1,335)
Available-for-sale
Gross unrealised gains 349 525 700 143 827 51 2,595 1,057
Gross unrealised losses (10) (2) (618) (786) (2,626) (55) (4,097) (3,396)
Note:
(1) Asset-backed securities.